+250.8%
TXN vs LBRT
-15.3%
+266.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.0% |
| 7D | +9.5% | +9.2% | +0.3% | +8.0% |
| 30D | +8.7% | -27.5% | +36.2% | +13.7% |
| 3M | +11.6% | -37.9% | +49.5% | +19.2% |
| 6M | +0.1% | -60.7% | +60.8% | +13.5% |
| YTD | +78.8% | -28.5% | +107.3% | +85.2% |
| 1Y | +91.2% | -13.2% | +104.4% | +92.4% |
| 3Y | +125.8% | -28.8% | +154.6% | +125.0% |
| 5Y | +83.8% | +28.0% | +55.8% | +63.0% |
| All | +250.8% | -15.3% | +266.1% | +168.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling